+121.1%
MSTR vs APD
+29.7%
+91.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | -13.4% | +3.8% | -17.3% | -14.8% |
| 30D | -22.1% | +8.2% | -30.3% | -24.5% |
| 3M | +15.0% | +4.3% | +10.7% | +12.6% |
| 6M | -37.3% | +4.7% | -42.0% | -38.6% |
| YTD | -26.5% | +31.5% | -58.1% | -36.9% |
| 1Y | -46.5% | +23.5% | -70.0% | -52.7% |
| 3Y | +121.1% | +29.1% | +92.0% | +92.8% |
| All | +121.1% | +29.7% | +91.4% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded APD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling